Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49103.73 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45042.19 Kr¶

PnL: ---------------------------------------> -13.81 Kr¶

DD now: ---------------------------------> -7.561 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 17:26:34.294970'

Anic Portfolio¶

Today¶

Return: -1.237 %¶

This Week¶

Return: -0.405 %¶

Total portfolio value¶

Return including deposits: 60.753 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.020000 1667.340000 198.340000 13.500000 1468.999998
Orrön Energy 180 -2.250000 2152.800000 109.800000 5.370000 2043.000000
Atrium Ljungberg B 5 -0.600000 989.000000 54.000000 5.780000 935.000000
Sagax A 4 0.890000 904.000000 50.000000 5.850000 854.000000
Sagax B 4 0.580000 902.400000 48.400000 5.670000 854.000000
Hoist Finance 35 0.860000 1025.500000 45.500000 4.640000 980.000000
Hexatronic Group 12 0.340000 1005.120000 38.120000 3.940000 966.999996
Catena 2 -1.620000 825.200000 33.200000 4.190000 792.000000
JM 6 -0.800000 895.200000 31.200000 3.610000 864.000000
Platzer Fastigheter Holding B 12 -3.880000 980.400000 19.400000 2.020000 960.999996
OX2 13 1.430000 968.500000 18.500000 1.950000 949.999999
Bilia A 8 -0.610000 910.400000 10.400000 1.160000 900.000000
Biotage 7 -0.800000 949.900000 8.900000 0.950000 940.999997
Gränges 9 -1.240000 930.600000 2.600000 0.280000 927.999999
VEF 909 -2.950000 1852.540000 2.540000 0.140000 1850.000436
HEXPOL B 9 -0.530000 1022.400000 1.400000 0.140000 1020.999996
AcadeMedia 8 -0.890000 402.800000 0.800000 0.200000 402.000000
Byggmax Group 33 -2.370000 950.400000 -5.600000 -0.590000 956.000001
BioGaia B 8 -2.780000 924.000000 -6.000000 -0.650000 930.000000
INVISIO 16 1.770000 3680.000000 -9.000000 -0.240000 3689.000000
Clas Ohlson B 12 -2.130000 963.000000 -10.000000 -1.030000 972.999996
ASSA ABLOY B 3 -1.650000 766.800000 -12.200000 -1.570000 779.000001
EQT 4 -2.340000 816.800000 -15.200000 -1.830000 832.000000
Addnode Group B 11 0.060000 902.550000 -18.450000 -2.000000 921.000003
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 -1.320000 940.800000 -26.200000 -2.710000 966.999999
SKF B 5 -1.140000 907.750000 -32.250000 -3.430000 940.000000
Alimak Group 11 -2.630000 894.300000 -33.700000 -3.630000 927.999996
Indutrade 5 -1.180000 1176.000000 -42.000000 -3.450000 1218.000000
Latour B 4 -0.390000 812.800000 -44.200000 -5.160000 857.000000
Sedana Medical 93 -7.340000 2466.360000 -54.640000 -2.170000 2521.000011
Vitec Software Group B 2 -2.640000 1031.000000 -56.000000 -5.150000 1087.000000
Bufab 3 -1.310000 1036.800000 -72.200000 -6.510000 1109.000001
BHG Group 97 -1.760000 1357.030000 -101.970000 -6.990000 1458.999989
Hexagon B 26 -2.880000 3334.500000 -126.500000 -3.660000 3461.000010
TOTAL 45042.190000 -13.810000 -7.56136% 45056.000411

Updated:¶

'2023-07-05 17:26:51.935953'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶